CME Australian Dollar Future September 2014

Trading Metrics calculated at close of trading on 07-Jul-2014

Day Change Summary
	Previous	Current
	03-Jul-2014	07-Jul-2014	Change	Change %	Previous Week
Open	0.9393	0.9316	-0.0077	-0.8%	0.9373
High	0.9396	0.9331	-0.0065	-0.7%	0.9454
Low	0.9270	0.9296	0.0026	0.3%	0.9270
Close	0.9309	0.9326	0.0017	0.2%	0.9309
Range	0.0126	0.0035	-0.0091	-72.2%	0.0184
ATR	0.0062	0.0061	-0.0002	-3.1%	0.0000
Volume	104,872	70,064	-34,808	-33.2%	331,191

Daily Pivots for day following 07-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9423	0.9409	0.9345
R3	0.9388	0.9374	0.9336
R2	0.9353	0.9353	0.9332
R1	0.9339	0.9339	0.9329	0.9346
PP	0.9318	0.9318	0.9318	0.9321
S1	0.9304	0.9304	0.9323	0.9311
S2	0.9283	0.9283	0.9320
S3	0.9248	0.9269	0.9316
S4	0.9213	0.9234	0.9307

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9896	0.9787	0.9410
R3	0.9712	0.9603	0.9360
R2	0.9528	0.9528	0.9343
R1	0.9419	0.9419	0.9326	0.9382
PP	0.9344	0.9344	0.9344	0.9326
S1	0.9235	0.9235	0.9292	0.9198
S2	0.9160	0.9160	0.9275
S3	0.8976	0.9051	0.9258
S4	0.8792	0.8867	0.9208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9454	0.9270	0.0184	2.0%	0.0074	0.8%	30%	False	False	80,251
10	0.9454	0.9270	0.0184	2.0%	0.0062	0.7%	30%	False	False	68,896
20	0.9454	0.9261	0.0193	2.1%	0.0059	0.6%	34%	False	False	62,177
40	0.9454	0.9136	0.0318	3.4%	0.0056	0.6%	60%	False	False	31,761
60	0.9454	0.9120	0.0334	3.6%	0.0056	0.6%	62%	False	False	21,228
80	0.9454	0.8900	0.0554	5.9%	0.0054	0.6%	77%	False	False	15,942
100	0.9454	0.8813	0.0641	6.9%	0.0044	0.5%	80%	False	False	12,754
120	0.9454	0.8582	0.0872	9.4%	0.0038	0.4%	85%	False	False	10,628

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9480
2.618	0.9423
1.618	0.9388
1.000	0.9366
0.618	0.9353
HIGH	0.9331
0.618	0.9318
0.500	0.9314
0.382	0.9309
LOW	0.9296
0.618	0.9274
1.000	0.9261
1.618	0.9239
2.618	0.9204
4.250	0.9147

Fisher Pivots for day following 07-Jul-2014
Pivot	1 day	3 day
R1	0.9322	0.9359
PP	0.9318	0.9348
S1	0.9314	0.9337

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These figures are updated between 7pm and 10pm EST after a trading day.

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